+1,065.8%
MDB vs ET
+168.6%
+897.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -2.8% | +1.4% | -4.1% | -3.2% |
| 30D | -14.9% | +4.6% | -19.4% | -16.3% |
| 3M | +7.3% | +16.0% | -8.7% | +1.5% |
| 6M | +38.2% | +22.8% | +15.4% | +27.9% |
| YTD | -10.9% | +38.9% | -49.8% | -21.1% |
| 1Y | +11.6% | +34.1% | -22.4% | -0.1% |
| 3Y | -0.9% | +98.8% | -99.7% | -22.0% |
| 5Y | -23.5% | +246.8% | -270.3% | -48.7% |
| All | +1,065.8% | +168.6% | +897.2% | +708.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling